+46.0%
FE vs VIG
+64.4%
-18.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +3.5% | -2.3% | -0.6% |
| 30D | +4.5% | +4.9% | -0.4% | +1.9% |
| 3M | +1.3% | +2.5% | -1.2% | -0.1% |
| 6M | +8.7% | +11.0% | -2.4% | +2.7% |
| YTD | +9.2% | +16.0% | -6.8% | +0.6% |
| 1Y | +7.0% | +17.5% | -10.6% | -2.2% |
| 3Y | +51.4% | +67.0% | -15.6% | +9.7% |
| All | +46.0% | +64.4% | -18.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling